Sequential Monte Carlo methods for mixtures with normalized random measures with independent increments priors
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DOI: 10.1007/s11222-015-9612-3
Abstract: Normalized random measures with independent increments are a general, tractable class of nonparametric prior. This paper describes sequential Monte Carlo methods for both conjugate and non-conjugate nonparametric mixture models with these priors. A simulation study… read more here.
Keywords: normalized random; monte carlo; random measures; carlo methods ... See more keywords